Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.55 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47333.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45938.84 Kr¶

PnL: ---------------------------------------> -949.73 Kr¶

DD now: ---------------------------------> -2.665 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:35:18.234541'

Anic Portfolio¶

This Week¶

Return: -1.209 %¶

Total¶

Return: 54.959 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 15.620000 799.600000 126.600000 18.810000 673.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.020000 396.000000 41.000000 11.550000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -0.860000 611.830000 34.830000 6.040000 576.999999
Boozt 12 0.790000 1681.200000 27.200000 1.640000 1653.999996
Intrum 4 4.150000 552.200000 25.200000 4.780000 527.000000
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -1.310000 577.920000 20.920000 3.760000 557.000004
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.910000 574.500000 10.500000 1.860000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.040000 578.520000 8.520000 1.490000 570.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 248.400000 2.400000 0.980000 246.000000
CTEK 13 0.640000 532.480000 -1.520000 -0.280000 533.999999
Handelsbanken A 5 -0.420000 537.500000 -8.500000 -1.560000 546.000000
Nordea Bank Abp 29 -0.800000 3441.140000 -12.860000 -0.370000 3453.999992
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.400000 540.200000 -33.800000 -5.890000 574.000000
International Petroleum Corp. 5 -0.540000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.280000 2880.800000 -90.200000 -3.040000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.090000 1418.400000 -245.600000 -14.760000 1663.999992
Axfood 13 -2.800000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45938.820000 -949.750000 -2.66521% 46888.564618

Updated:¶

'2023-01-26 14:34:36.278617'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶